+1,103.8%
LITE vs BURL
+89.8%
+1,014.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.7% | -17.5% |
| 7D | -44.6% | +3.5% | -48.0% | -45.4% |
| 30D | -55.0% | -9.3% | -45.7% | -53.3% |
| 3M | -38.3% | -32.1% | -6.2% | -28.3% |
| 6M | -48.8% | -19.8% | -28.9% | -46.1% |
| YTD | +38.3% | -13.2% | +51.5% | +40.3% |
| 1Y | +119.0% | -7.8% | +126.8% | +113.7% |
| All | +1,103.8% | +89.8% | +1,014.1% | +988.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling